Robustness of Yao's, James', and Johansen's Tests under Variance-Covariance Heteroscedasticity and Nonnormality.

Algina, James; And Others

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Peer reviewed

ERIC Number: EJ429430

Record Type: Journal

Publication Date: 1991

Pages: N/A

Abstractor: N/A

ISBN: N/A

ISSN: ISSN-0362-9791

EISSN: N/A

Robustness of Yao's, James', and Johansen's Tests under Variance-Covariance Heteroscedasticity and Nonnormality.

Algina, James; And Others

Journal of Educational Statistics, v16 n2 p125-39 Sum 1991

Type I error rates for Yao's, James' first-order and second-order, and Johansen's tests of equality of mean vectors for two independent samples were estimated for various conditions defined by the degree of heteroscedasticity and nonnormality. Each procedure can be seriously nonrobust with exponential and log-normal distributions. (TJH)

Descriptors: Analysis of Covariance, Analysis of Variance, Comparative Analysis, Equated Scores, Equations (Mathematics), Estimation (Mathematics), Mathematical Models, Multivariate Analysis, Robustness (Statistics), Sample Size

Publication Type: Journal Articles; Reports - Research

Education Level: N/A

Audience: N/A

Language: English

Sponsor: N/A

Authoring Institution: N/A

Grant or Contract Numbers: N/A

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